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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.48***
α ARCH Response to squared shocks	0.0617	1.66*
β GARCH Volatility persistence	0.8376	22.00***
γ leverage Additional response to negative shocks	0.0371	0.41

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XtalPi Holdings Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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